DifferentialDynamicProgramming

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Results with Julia v1.2.0

Testing was successful. Last evaluation was ago and took 3 minutes, 16 seconds.

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 Resolving package versions...
 Installed RecipesBase ──────────────────── v0.7.0
 Installed Requires ─────────────────────── v0.5.2
 Installed LinearTimeVaryingModelsBase ──── v0.2.1
 Installed DifferentialDynamicProgramming ─ v0.4.0
 Installed ValueHistories ───────────────── v0.5.1
 Installed OrderedCollections ───────────── v1.1.0
 Installed Parameters ───────────────────── v0.12.0
 Installed DataStructures ───────────────── v0.17.6
  Updating `~/.julia/environments/v1.2/Project.toml`
  [9cd584b6] + DifferentialDynamicProgramming v0.4.0
  Updating `~/.julia/environments/v1.2/Manifest.toml`
  [864edb3b] + DataStructures v0.17.6
  [9cd584b6] + DifferentialDynamicProgramming v0.4.0
  [5e7a79f3] + LinearTimeVaryingModelsBase v0.2.1
  [bac558e1] + OrderedCollections v1.1.0
  [d96e819e] + Parameters v0.12.0
  [3cdcf5f2] + RecipesBase v0.7.0
  [ae029012] + Requires v0.5.2
  [98cad3c8] + ValueHistories v0.5.1
  [2a0f44e3] + Base64 
  [8ba89e20] + Distributed 
  [b77e0a4c] + InteractiveUtils 
  [8f399da3] + Libdl 
  [37e2e46d] + LinearAlgebra 
  [56ddb016] + Logging 
  [d6f4376e] + Markdown 
  [de0858da] + Printf 
  [9a3f8284] + Random 
  [9e88b42a] + Serialization 
  [6462fe0b] + Sockets 
  [2f01184e] + SparseArrays 
  [10745b16] + Statistics 
  [8dfed614] + Test 
  [4ec0a83e] + Unicode 
   Testing DifferentialDynamicProgramming
    Status `/tmp/jl_Smyce8/Manifest.toml`
  [864edb3b] DataStructures v0.17.6
  [9cd584b6] DifferentialDynamicProgramming v0.4.0
  [5e7a79f3] LinearTimeVaryingModelsBase v0.2.1
  [bac558e1] OrderedCollections v1.1.0
  [d96e819e] Parameters v0.12.0
  [3cdcf5f2] RecipesBase v0.7.0
  [ae029012] Requires v0.5.2
  [98cad3c8] ValueHistories v0.5.1
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [8f399da3] Libdl  [`@stdlib/Libdl`]
  [37e2e46d] LinearAlgebra  [`@stdlib/LinearAlgebra`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [2f01184e] SparseArrays  [`@stdlib/SparseArrays`]
  [10745b16] Statistics  [`@stdlib/Statistics`]
  [8dfed614] Test  [`@stdlib/Test`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
[ Info: Compile time is high for this package, this is expected and is not an error.

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.1247     17.6        17.6        0.0911      0.0         
2           32.5587     12          12          0.0906      -0.2        
3           20.5755     8.6         8.6         0.113       -0.6        
4           11.9772     4.61        4.61        0.144       -1.2        
5           7.36242     1.78        1.78        0.168       -2.0        
6           5.58242     0.428       0.428       0.219       -3.1        
7           5.15461     0.0223      0.0223      0.0703      -4.3        
8           5.13227     2.27e-05    2.27e-05    0.00245     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.132252    

        final grad:   3.874959e-06

        final λ: 4.4841551e-08

        time / iter:  318   ms

        total time:   2.86  seconds, of which

        derivs:     0.0 %

        back pass:  43.1%

        fwd pass:   11.6%

        other:      45.2% (graphics etc.)
 =========== end iLQG ===========
 15.669386 seconds (15.73 M allocations: 960.859 MiB, 5.87% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.0885     20.8        20.8        0.107       0.0         
2           29.2398     9.11        9.11        0.0838      -0.2        
3           20.1308     4.63        4.63        0.082       -0.6        
4           15.5039     3.22        3.22        0.118       -1.2        
5           12.2853     1.77        1.77        0.214       -2.0        
6           10.5119     0.363       0.363       0.211       -3.1        
7           10.1489     0.0144      0.0144      0.0593      -4.3        
8           10.1345     1.31e-05    1.31e-05    0.00201     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   10.13451    

        final grad:   3.248093e-06

        final λ: 4.4841551e-08

        time / iter:  84    ms

        total time:   0.76  seconds, of which

        derivs:     0.1 %

        back pass:  69.8%

        fwd pass:   25.5%

        other:      4.6 % (graphics etc.)
 =========== end iLQG ===========
  0.848369 seconds (1.40 M allocations: 268.639 MiB, 3.90% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.0601     21.5        21.5        0.109       0.0         
2           29.5361     10.6        10.6        0.0916      -0.2        
3           18.8912     6.07        6.07        0.0966      -0.6        
4           12.8247     4.26        4.26        0.134       -1.2        
5           8.56329     2.68        2.68        0.251       -2.0        
6           5.87883     0.587       0.587       0.254       -3.1        
7           5.29149     0.0186      0.0186      0.0679      -4.3        
8           5.27286     1.28e-05    1.28e-05    0.00229     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.272849    

        final grad:   3.49079e-06

        final λ: 4.4841551e-08

        time / iter:  76    ms

        total time:   0.68  seconds, of which

        derivs:     0.2 %

        back pass:  72.0%

        fwd pass:   24.7%

        other:      3.1 % (graphics etc.)
 =========== end iLQG ===========
  0.784096 seconds (1.40 M allocations: 268.639 MiB, 3.36% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.2998     20.4        20.4        0.101       0.0         
2           29.8672     10.5        10.5        0.0849      -0.2        
3           19.4016     7.13        7.13        0.102       -0.6        
4           12.2673     4.63        4.63        0.136       -1.2        
5           7.64203     2.03        2.03        0.183       -2.0        
6           5.61641     0.353       0.353       0.182       -3.1        
7           5.26311     0.0122      0.0122      0.0591      -4.3        
8           5.25088     9.73e-06    9.73e-06    0.00208     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.250866    

        final grad:   3.203902e-06

        final λ: 4.4841551e-08

        time / iter:  104   ms

        total time:   0.94  seconds, of which

        derivs:     0.1 %

        back pass:  64.3%

        fwd pass:   29.1%

        other:      6.4 % (graphics etc.)
 =========== end iLQG ===========
  0.975158 seconds (1.40 M allocations: 268.639 MiB, 14.37% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           49.7243     26.2        26.2        0.113       0.0         
2           23.4751     8.95        8.95        0.0763      -0.2        
3           14.5222     3.04        3.04        0.0648      -0.6        
4           11.4817     1.14        1.14        0.0717      -1.2        
5           10.3406     0.748       0.748       0.13        -2.0        
6           9.59252     0.308       0.308       0.184       -3.1        
7           9.28464     0.018       0.018       0.055       -4.3        
8           9.26669     1.85e-05    1.85e-05    0.00208     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   9.266675    

        final grad:   3.309447e-06

        final λ: 4.4841551e-08

        time / iter:  74    ms

        total time:   0.66  seconds, of which

        derivs:     0.2 %

        back pass:  70.9%

        fwd pass:   27.0%

        other:      2.0 % (graphics etc.)
 =========== end iLQG ===========
  0.790482 seconds (1.40 M allocations: 268.639 MiB, 3.51% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.6086     26.8        26.8        0.116       0.0         
2           23.799      11.6        11.6        0.0886      -0.2        
3           12.1548     4.97        4.97        0.0778      -0.6        
4           7.18008     2.4         2.4         0.0833      -1.2        
5           4.77537     1.18        1.18        0.135       -2.0        
6           3.59532     0.237       0.237       0.167       -3.1        
7           3.35866     0.0103      0.0103      0.0556      -4.3        
8           3.34832     1.16e-05    1.16e-05    0.00203     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   3.348307    

        final grad:   3.361818e-06

        final λ: 4.4841551e-08

        time / iter:  87    ms

        total time:   0.78  seconds, of which

        derivs:     0.2 %

        back pass:  68.5%

        fwd pass:   23.3%

        other:      8.0 % (graphics etc.)
 =========== end iLQG ===========
  0.875774 seconds (1.40 M allocations: 268.639 MiB, 3.00% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           48.8912     22          22          0.103       0.0         
2           26.9357     11.1        11.1        0.0851      -0.2        
3           15.8772     6.43        6.43        0.0924      -0.6        
4           9.45055     3.98        3.98        0.119       -1.2        
5           5.46989     2.52        2.52        0.172       -2.0        
6           2.95429     0.949       0.949       0.205       -3.1        
7           2.0054      0.0605      0.0605      0.0776      -4.3        
8           1.94491     6.9e-05    6.9e-05    0.00298     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   1.944839    

        final grad:   4.641227e-06

        final λ: 4.4841551e-08

        time / iter:  101   ms

        total time:   0.91  seconds, of which

        derivs:     0.1 %

        back pass:  71.1%

        fwd pass:   26.4%

        other:      2.4 % (graphics etc.)
 =========== end iLQG ===========
  0.934042 seconds (1.40 M allocations: 268.639 MiB, 2.60% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.6099     26.7        26.7        0.106       0.0         
2           24.8642     11.5        11.5        0.0823      -0.2        
3           13.3665     4.88        4.88        0.076       -0.6        
4           8.48701     2.25        2.25        0.0841      -1.2        
5           6.23922     0.851       0.851       0.143       -2.0        
6           5.38792     0.111       0.111       0.132       -3.1        
7           5.27669     0.00519     0.00519     0.0456      -4.3        
8           5.27149     6.93e-06    6.93e-06    0.00189     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.271487    

        final grad:   3.213114e-06

        final λ: 4.4841551e-08

        time / iter:  101   ms

        total time:   0.91  seconds, of which

        derivs:     0.1 %

        back pass:  67.5%

        fwd pass:   28.8%

        other:      3.6 % (graphics etc.)
 =========== end iLQG ===========
  1.031367 seconds (1.40 M allocations: 268.639 MiB, 13.73% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.0102     26.2        26.2        0.115       0.0         
2           24.8497     10.8        10.8        0.085       -0.2        
3           14.0186     5.39        5.39        0.0863      -0.6        
4           8.62521     3.01        3.01        0.107       -1.2        
5           5.61383     1.65        1.65        0.169       -2.0        
6           3.96697     0.404       0.404       0.187       -3.1        
7           3.56312     0.018       0.018       0.0558      -4.3        
8           3.54514     1.79e-05    1.79e-05    0.00216     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   3.545121    

        final grad:   3.581447e-06

        final λ: 4.4841551e-08

        time / iter:  86    ms

        total time:   0.78  seconds, of which

        derivs:     0.1 %

        back pass:  74.1%

        fwd pass:   22.4%

        other:      3.3 % (graphics etc.)
 =========== end iLQG ===========
  0.869140 seconds (1.40 M allocations: 268.639 MiB, 3.27% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.642      15.2        15.2        0.0855      0.0         
2           35.3962     9.74        9.74        0.0823      -0.2        
3           25.6515     7.09        7.09        0.105       -0.6        
4           18.5648     4.8         4.8         0.16        -1.2        
5           13.7694     2.4         2.4         0.227       -2.0        
6           11.372      0.627       0.627       0.233       -3.1        
7           10.745      0.0337      0.0337      0.0694      -4.3        
8           10.7113     4.03e-05    4.03e-05    0.00245     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   10.71122    

        final grad:   3.964869e-06

        final λ: 4.4841551e-08

        time / iter:  86    ms

        total time:   0.77  seconds, of which

        derivs:     0.1 %

        back pass:  68.1%

        fwd pass:   26.0%

        other:      5.8 % (graphics etc.)
 =========== end iLQG ===========
  0.821629 seconds (1.40 M allocations: 268.640 MiB, 3.18% gc time)
Running linear demo function for DifferentialDynamicProgramming.jl

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           49.3316     13.8        13.8        0.0813      0.0         
2           35.5392     8.61        8.61        0.0773      -0.2        
3           26.9284     6.45        6.45        0.099       -0.6        
4           20.4758     4.1         4.1         0.149       -1.2        
5           16.3735     1.5         1.5         0.196       -2.0        
6           14.8783     0.223       0.223       0.163       -3.1        
7           14.6555     0.0077      0.0077      0.0513      -4.3        
8           14.6478     7.76e-06    7.76e-06    0.00194     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   14.64778    

        final grad:   3.237175e-06

        final λ: 4.4841551e-08

        time / iter:  105   ms

        total time:   0.95  seconds, of which

        derivs:     0.1 %

        back pass:  77.4%

        fwd pass:   18.9%

        other:      3.6 % (graphics etc.)
 =========== end iLQG ===========
  5.506450 seconds (3.29 M allocations: 361.836 MiB, 5.01% gc time)
Install package Plots.jl (and call using Plots) to plot results in the end of demo_linear
Running linear demo function with KL-divergence constraint for DifferentialDynamicProgramming.jl

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             22.3322       26            17.3          0.123       -1.00       0.0095        1.83        
2             1.28069e+10   -1.28e+10     5.37e+18      1.41e+07    -0.15       1.28e+10      -1.42       
3             4.42424e+07   -4.42e+07     2.1e+15      5.75e+05    -0.07       4.39e+07      0.248       
4             225219        -2.25e+05     9.57e+11      1.95e+04    -0.04       2.17e+05      1.07        
5             1184.11       -1.14e+03     1.26e+09      945         -0.02       975           1.47        
6             10.5919       37.7          7.69e+06      78.6        -0.03       1.46          1.67        
7             123.307       -75           1.29e+08      312         -0.03       80.1          1.57        
8             417.204       -369          4.22e+08      557         -0.03       317           1.52        
9             232.39        -184          2.36e+08      420         -0.03       166           1.55        
10            170.332       -122          1.75e+08      363         -0.03       116           1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            145.148       -96.8         1.5e+08      337         -0.03       96.9          1.57        

SUCCESS: abs(KL-divergence) < kl_step

 iterations:   11 

        final cost:   145.1481    

        final grad:   336.8931    

        final λ: 9.3750325e-01

        time / iter:  271   ms

        total time:   2.98  seconds, of which

        derivs:     0.0 %

        back pass:  68.1%

        fwd pass:   20.2%

        other:      11.6% (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 145.1481073547954

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             145.037       0.111         0.0553        0.000151    -1.00       5.58e-05      1.57        
2             2.90811e+55   -2.91e+55     1.05e+60      5.18e+25    -0.15       2.92e+55      -1.16       
3             1.15096e+52   -1.15e+52     1.9e+56      2.01e+24    -0.07       1.17e+52      0.501       
4             3.37113e+43   -3.37e+43     2.88e+47      2.66e+20    -0.04       4.69e+43      1.28        
5             4.71286e+11   -4.71e+11     4.77e+15      2.03e+05    -0.02       4.61e+12      1.55        
6             145.033       0.115         0.095         0.00299     -0.03       9.61e-05      1.57        
7             145.657       -0.509        584           0.574       -0.03       0.564         1.56        
8             12564.7       -1.24e+04     1.85e+08      115         -0.03       1.82e+05      1.56        
9             138.563       6.59          1.43e+05      6.26        -0.03       142           1.56        
10            145.127       0.0214        6.43e+03      1.76        -0.03       6.33          1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            143.3         1.85          2.83e+04      3.27        -0.03       28            1.56        

EXIT: η > ηmax

 iterations:   11 

        final cost:   143.2996    

        final grad:   3.267209    

        final λ: 9.3442150e-01

        time / iter:  141   ms

        total time:   1.55  seconds, of which

        derivs:     0.0 %

        back pass:  58.8%

        fwd pass:   37.3%

        other:      3.8 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 143.2996378785932

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             143.191       0.108         0.0541        0.000122    -1.00       5.46e-05      1.56        
2             1.55674e+56   -1.56e+56     7.17e+60      1.68e+26    -0.15       1.57e+56      -1.15       
3             1.68786e+52   -1.69e+52     2.71e+56      2.71e+24    -0.07       1.72e+52      0.505       
4             3.1857e+43   -3.19e+43     2.94e+47      2.96e+20    -0.04       4.49e+43      1.28        
5             1.39165e+11   -1.39e+11     9.75e+14      8.81e+04    -0.02       9.38e+11      1.55        
6             143.187       0.113         0.0787        0.00117     -0.03       7.96e-05      1.56        
7             143.893       -0.593        27.3          0.12        -0.03       0.0269        1.56        
8             1666.27       -1.52e+03     2.06e+07      39.2        -0.03       2.03e+04      1.55        
9             143.946       -0.647        8e+03      1.58        -0.03       7.93          1.56        
10            145.28        -1.98         3.64e+05      7.52        -0.03       359           1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            142.342       0.958         5.21e+04      3.4         -0.03       51.6          1.56        

EXIT: η > ηmax

 iterations:   11 

        final cost:   142.3417    

        final grad:   3.39533     

        final λ: 9.3196340e-01

        time / iter:  129   ms

        total time:   1.42  seconds, of which

        derivs:     0.0 %

        back pass:  52.4%

        fwd pass:   40.4%

        other:      7.2 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 142.3416956113604

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             142.237       0.104         0.0522        0.000152    -1.00       5.26e-05      1.56        
2             4.33473e+55   -4.33e+55     2.03e+60      1.08e+26    -0.15       4.37e+55      -1.15       
3             2.29364e+52   -2.29e+52     3.65e+56      4.75e+24    -0.07       2.33e+52      0.507       
4             2.92665e+43   -2.93e+43     2.9e+47      3.69e+20    -0.04       4.18e+43      1.28        
5             4.61146e+10   -4.61e+10     2.91e+14      4.56e+04    -0.02       2.79e+11      1.55        
6             142.23        0.112         0.0977        0.0015      -0.03       9.85e-05      1.56        
7             142.844       -0.502        13.9          0.0458      -0.03       0.0138        1.55        
8             467.82        -325          3.21e+06      15.5        -0.03       3.18e+03      1.55        
9             144.594       -2.25         813           0.521       -0.03       0.807         1.55        
10            150.678       -8.34         4.06e+04      2.68        -0.03       40.2          1.55        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            179.865       -37.5         3.5e+05      6.39        -0.03       347           1.55        

EXIT: η > ηmax
┌ Warning: KL divergence too high for some time steps when done
└ @ DifferentialDynamicProgramming ~/.julia/packages/DifferentialDynamicProgramming/DG1NV/src/iLQGkl.jl:248

 iterations:   11 

        final cost:   179.865     

        final grad:   6.38689     

        final λ: 9.3073677e-01

        time / iter:  134   ms

        total time:   1.47  seconds, of which

        derivs:     0.0 %

        back pass:  49.4%

        fwd pass:   45.2%

        other:      5.5 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 179.8649740066802

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             179.749       0.116         0.0578        0.000165    -1.00       5.82e-05      1.55        
2             4.79408e+56   -4.79e+56     1.98e+61      2.05e+26    -0.15       4.84e+56      -1.15       
3             3.109e+52   -3.11e+52     4.99e+56      4.39e+24    -0.07       3.17e+52      0.509       
4             2.60718e+43   -2.61e+43     2.8e+47      3.42e+20    -0.04       3.77e+43      1.29        
5             1.48368e+10   -1.48e+10     9.3e+13      2.28e+04    -0.02       8.9e+10      1.54        
6             179.709       0.156         0.33          0.00264     -0.03       0.00033       1.55        
7             179.366       0.499         55.2          0.0431      -0.03       0.0549        1.55        
8             363.425       -184          7.17e+05      5.69        -0.03       708           1.55        
9             180.244       -0.379        530           0.222       -0.03       0.526         1.55        
10            190.819       -11           8.04e+03      0.95        -0.03       7.96          1.55        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            220.85        -41           7.1e+04      2.28        -0.03       70.2          1.55        

EXIT: η > ηmax

 iterations:   11 

        final cost:   220.8503    

        final grad:   2.281649    

        final λ: 9.2951176e-01

        time / iter:  125   ms

        total time:   1.37  seconds, of which

        derivs:     0.0 %

        back pass:  51.1%

        fwd pass:   41.5%

        other:      7.4 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 220.85032087779095
 18.370648 seconds (25.04 M allocations: 3.631 GiB, 6.63% gc time)
Install package Plots.jl (and call using Plots) to plot results in the end of demo_linear
Entering iLQG function

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           33409.7     2.21e+03    3.57e+03    2.35        0.0         
2           31195       705         1.57e+03    0.7         -0.2        
3           30489.9     537         1.82e+03    0.719       -0.6        
4           29952.6     13.9        479         0.406       -1.2        
5           29938.7     224         896         0.427       -2.0        
6           29714.5     257         260         0.254       -3.1        
7           29457.7     10.2        86.3        0.159       -4.3        
8           29447.5     79.8        90.3        0.16        -5.7        
9           29367.7     18.1        20.4        0.0844      -7.3        
10          29349.5     4.78        5.23        0.0469      -9.2        
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
11          29344.8     0.633       1.81        0.027       -11.2       
12          29344.1     1.25        1.62        0.0218      -13.5       
13          29342.9     1.38        2.12        0.0204      -15.9       
14          29341.5     0.221       0.471       0.0109      -18.6       
15          29341.3     0.0322      0.111       0.00601     -21.4       
16          29341.2     0.0121      0.0284      0.00338     -24.5       
17          29341.2     0.0289      0.00881     0.00194     -27.8       
18          29341.2     0.146       0.00967     0.00162     -31.2       
19          NO STEP     -8.15e-05   4.49e-05    0.00151     -6.0        
20          NO STEP     -8.15e-05   4.49e-05    0.00151     -5.8        
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
21          NO STEP     -8.15e-05   4.49e-05    0.00151     -5.4        
22          NO STEP     -8.15e-05   4.49e-05    0.00151     -4.8        
23          NO STEP     -8.15e-05   4.49e-05    0.00151     -4.0        
24          NO STEP     -8.15e-05   4.49e-05    0.00151     -2.9        
25          NO STEP     -8.15e-05   4.49e-05    0.00151     -1.7        
26          NO STEP     -8.15e-05   4.49e-05    0.00151     -0.3        
27          NO STEP     -8.1e-05   4.49e-05    0.00151     1.3         
28          NO STEP     -6.37e-05   4.28e-05    0.00142     3.2         
29          29341       0.0181      0.00494     0.000294    3.2         
30          29341       0.0108      0.00163     0.000587    3.0         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
31          29341       0.0124      0.00142     0.000705    2.6         
32          NO STEP     -1.52e-05   4.11e-06    0.000713    1.3         
33          NO STEP     -3.25e-05   8.4e-06    0.00108     1.6         
34          NO STEP     -2.93e-05   7.42e-06    0.000994    2.0         
35          NO STEP     -1.52e-05   4.11e-06    0.000713    2.6         
36          29341       0.000673    0.00041     0.000329    2.6         
37          NO STEP     -4.48e-06   1.01e-06    0.000377    2.2         
38          NO STEP     -1.02e-05   1.94e-06    0.000507    2.4         
39          NO STEP     -4.48e-06   1.01e-06    0.000377    2.8         
40          NO STEP     -6.87e-07   2.39e-07    0.000187    3.4         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
41          NO STEP     -7.03e-08   2.96e-08    5.16e-05    4.2         
42          NO STEP     -1.2e-09   2.86e-09    8.09e-06    5.2         
43          29341       5.78e-07    3.77e-07    7.76e-07    5.2         
44          29341       5.64e-07    6e-07    1.24e-06    5.0         
45          NO STEP     -2.04e-10   1.02e-09    3.16e-06    4.2         
46          NO STEP     -2.87e-09   2.84e-09    8.08e-06    4.4         
47          NO STEP     -9.53e-10   1.69e-09    5.06e-06    4.8         
48          29341       1.43e-07    9.56e-07    1.98e-06    4.8         
49          NO STEP     -7.64e-10   1.01e-09    3.16e-06    4.4         
50          NO STEP     -1.78e-09   1.68e-09    5.05e-06    4.6         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
51          NO STEP     -7.64e-10   1.01e-09    3.16e-06    5.0         
52          NO STEP     -1.2e-10   3.82e-10    1.23e-06    5.6         
53          29341       4e-11    3.99e-10    3.01e-07    5.6         

SUCCESS: cost change < tol_fun

 iterations:   53 

        final cost:   29341       

        final grad:   3.014034e-07

        final λ: 2.6959947e+05

        time / iter:  648   ms

        total time:   34.33 seconds, of which

        derivs:     50.8%

        back pass:  33.7%

        fwd pass:   14.7%

        other:      0.7 % (graphics etc.)
 =========== end iLQG ===========
Install package Plots.jl (and call using Plots) to plot results in the end of demo_pendcart
Done
==========
Starting box-QP, dimension 500, initial value: 66427.406   
RESULT: Gradient norm smaller than tolerance.
iterations 15  gradient 2.39487e-12  final value -31.2095      factorizations 14
  2.096864 seconds (1.95 k allocations: 78.105 MiB, 17.51% gc time)
   Testing DifferentialDynamicProgramming tests passed 

Results with Julia v1.3.0

Testing was successful. Last evaluation was ago and took 3 minutes, 15 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed Requires ─────────────────────── v0.5.2
 Installed RecipesBase ──────────────────── v0.7.0
 Installed LinearTimeVaryingModelsBase ──── v0.2.1
 Installed DifferentialDynamicProgramming ─ v0.4.0
 Installed ValueHistories ───────────────── v0.5.1
 Installed OrderedCollections ───────────── v1.1.0
 Installed Parameters ───────────────────── v0.12.0
 Installed DataStructures ───────────────── v0.17.6
  Updating `~/.julia/environments/v1.3/Project.toml`
  [9cd584b6] + DifferentialDynamicProgramming v0.4.0
  Updating `~/.julia/environments/v1.3/Manifest.toml`
  [864edb3b] + DataStructures v0.17.6
  [9cd584b6] + DifferentialDynamicProgramming v0.4.0
  [5e7a79f3] + LinearTimeVaryingModelsBase v0.2.1
  [bac558e1] + OrderedCollections v1.1.0
  [d96e819e] + Parameters v0.12.0
  [3cdcf5f2] + RecipesBase v0.7.0
  [ae029012] + Requires v0.5.2
  [98cad3c8] + ValueHistories v0.5.1
  [2a0f44e3] + Base64 
  [8ba89e20] + Distributed 
  [b77e0a4c] + InteractiveUtils 
  [8f399da3] + Libdl 
  [37e2e46d] + LinearAlgebra 
  [56ddb016] + Logging 
  [d6f4376e] + Markdown 
  [de0858da] + Printf 
  [9a3f8284] + Random 
  [9e88b42a] + Serialization 
  [6462fe0b] + Sockets 
  [2f01184e] + SparseArrays 
  [10745b16] + Statistics 
  [8dfed614] + Test 
  [4ec0a83e] + Unicode 
   Testing DifferentialDynamicProgramming
    Status `/tmp/jl_vmLzz6/Manifest.toml`
  [864edb3b] DataStructures v0.17.6
  [9cd584b6] DifferentialDynamicProgramming v0.4.0
  [5e7a79f3] LinearTimeVaryingModelsBase v0.2.1
  [bac558e1] OrderedCollections v1.1.0
  [d96e819e] Parameters v0.12.0
  [3cdcf5f2] RecipesBase v0.7.0
  [ae029012] Requires v0.5.2
  [98cad3c8] ValueHistories v0.5.1
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [8f399da3] Libdl  [`@stdlib/Libdl`]
  [37e2e46d] LinearAlgebra  [`@stdlib/LinearAlgebra`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [2f01184e] SparseArrays  [`@stdlib/SparseArrays`]
  [10745b16] Statistics  [`@stdlib/Statistics`]
  [8dfed614] Test  [`@stdlib/Test`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
[ Info: Compile time is high for this package, this is expected and is not an error.

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.1247     17.6        17.6        0.0911      0.0         
2           32.5587     12          12          0.0906      -0.2        
3           20.5755     8.6         8.6         0.113       -0.6        
4           11.9772     4.61        4.61        0.144       -1.2        
5           7.36242     1.78        1.78        0.168       -2.0        
6           5.58242     0.428       0.428       0.219       -3.1        
7           5.15461     0.0223      0.0223      0.0703      -4.3        
8           5.13227     2.27e-05    2.27e-05    0.00245     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.132252    

        final grad:   3.874959e-06

        final λ: 4.4841551e-08

        time / iter:  278   ms

        total time:   2.50  seconds, of which

        derivs:     0.0 %

        back pass:  35.8%

        fwd pass:   8.1 %

        other:      56.1% (graphics etc.)
 =========== end iLQG ===========
 18.330153 seconds (16.51 M allocations: 992.102 MiB, 6.24% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.0885     20.8        20.8        0.107       0.0         
2           29.2398     9.11        9.11        0.0838      -0.2        
3           20.1308     4.63        4.63        0.082       -0.6        
4           15.5039     3.22        3.22        0.118       -1.2        
5           12.2853     1.77        1.77        0.214       -2.0        
6           10.5119     0.363       0.363       0.211       -3.1        
7           10.1489     0.0144      0.0144      0.0593      -4.3        
8           10.1345     1.31e-05    1.31e-05    0.00201     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   10.13451    

        final grad:   3.248093e-06

        final λ: 4.4841551e-08

        time / iter:  70    ms

        total time:   0.63  seconds, of which

        derivs:     0.2 %

        back pass:  66.1%

        fwd pass:   27.9%

        other:      5.8 % (graphics etc.)
 =========== end iLQG ===========
  0.739430 seconds (1.35 M allocations: 266.722 MiB, 5.67% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.0601     21.5        21.5        0.109       0.0         
2           29.5361     10.6        10.6        0.0916      -0.2        
3           18.8912     6.07        6.07        0.0966      -0.6        
4           12.8247     4.26        4.26        0.134       -1.2        
5           8.56329     2.68        2.68        0.251       -2.0        
6           5.87883     0.587       0.587       0.254       -3.1        
7           5.29149     0.0186      0.0186      0.0679      -4.3        
8           5.27286     1.28e-05    1.28e-05    0.00229     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.272849    

        final grad:   3.49079e-06

        final λ: 4.4841551e-08

        time / iter:  62    ms

        total time:   0.56  seconds, of which

        derivs:     0.2 %

        back pass:  64.5%

        fwd pass:   32.5%

        other:      2.8 % (graphics etc.)
 =========== end iLQG ===========
  0.661148 seconds (1.35 M allocations: 266.722 MiB, 5.01% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.2998     20.4        20.4        0.101       0.0         
2           29.8672     10.5        10.5        0.0849      -0.2        
3           19.4016     7.13        7.13        0.102       -0.6        
4           12.2673     4.63        4.63        0.136       -1.2        
5           7.64203     2.03        2.03        0.183       -2.0        
6           5.61641     0.353       0.353       0.182       -3.1        
7           5.26311     0.0122      0.0122      0.0591      -4.3        
8           5.25088     9.73e-06    9.73e-06    0.00208     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.250866    

        final grad:   3.203902e-06

        final λ: 4.4841551e-08

        time / iter:  71    ms

        total time:   0.64  seconds, of which

        derivs:     0.2 %

        back pass:  70.9%

        fwd pass:   26.8%

        other:      2.2 % (graphics etc.)
 =========== end iLQG ===========
  0.737823 seconds (1.35 M allocations: 266.722 MiB, 4.04% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           49.7243     26.2        26.2        0.113       0.0         
2           23.4751     8.95        8.95        0.0763      -0.2        
3           14.5222     3.04        3.04        0.0648      -0.6        
4           11.4817     1.14        1.14        0.0717      -1.2        
5           10.3406     0.748       0.748       0.13        -2.0        
6           9.59252     0.308       0.308       0.184       -3.1        
7           9.28464     0.018       0.018       0.055       -4.3        
8           9.26669     1.85e-05    1.85e-05    0.00208     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   9.266675    

        final grad:   3.309447e-06

        final λ: 4.4841551e-08

        time / iter:  84    ms

        total time:   0.75  seconds, of which

        derivs:     0.2 %

        back pass:  65.9%

        fwd pass:   26.5%

        other:      7.4 % (graphics etc.)
 =========== end iLQG ===========
  0.860227 seconds (1.35 M allocations: 266.723 MiB, 4.09% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.6086     26.8        26.8        0.116       0.0         
2           23.799      11.6        11.6        0.0886      -0.2        
3           12.1548     4.97        4.97        0.0778      -0.6        
4           7.18008     2.4         2.4         0.0833      -1.2        
5           4.77537     1.18        1.18        0.135       -2.0        
6           3.59532     0.237       0.237       0.167       -3.1        
7           3.35866     0.0103      0.0103      0.0556      -4.3        
8           3.34832     1.16e-05    1.16e-05    0.00203     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   3.348307    

        final grad:   3.361818e-06

        final λ: 4.4841551e-08

        time / iter:  86    ms

        total time:   0.77  seconds, of which

        derivs:     0.2 %

        back pass:  67.3%

        fwd pass:   31.5%

        other:      1.0 % (graphics etc.)
 =========== end iLQG ===========
  0.790986 seconds (1.35 M allocations: 266.723 MiB, 4.12% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           48.8912     22          22          0.103       0.0         
2           26.9357     11.1        11.1        0.0851      -0.2        
3           15.8772     6.43        6.43        0.0924      -0.6        
4           9.45055     3.98        3.98        0.119       -1.2        
5           5.46989     2.52        2.52        0.172       -2.0        
6           2.95429     0.949       0.949       0.205       -3.1        
7           2.0054      0.0605      0.0605      0.0776      -4.3        
8           1.94491     6.9e-05    6.9e-05    0.00298     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   1.944839    

        final grad:   4.641227e-06

        final λ: 4.4841551e-08

        time / iter:  82    ms

        total time:   0.74  seconds, of which

        derivs:     0.1 %

        back pass:  67.2%

        fwd pass:   29.8%

        other:      2.9 % (graphics etc.)
 =========== end iLQG ===========
  0.763453 seconds (1.35 M allocations: 266.722 MiB, 4.86% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.6099     26.7        26.7        0.106       0.0         
2           24.8642     11.5        11.5        0.0823      -0.2        
3           13.3665     4.88        4.88        0.076       -0.6        
4           8.48701     2.25        2.25        0.0841      -1.2        
5           6.23922     0.851       0.851       0.143       -2.0        
6           5.38792     0.111       0.111       0.132       -3.1        
7           5.27669     0.00519     0.00519     0.0456      -4.3        
8           5.27149     6.93e-06    6.93e-06    0.00189     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.271487    

        final grad:   3.213114e-06

        final λ: 4.4841551e-08

        time / iter:  80    ms

        total time:   0.72  seconds, of which

        derivs:     0.2 %

        back pass:  65.2%

        fwd pass:   29.4%

        other:      5.3 % (graphics etc.)
 =========== end iLQG ===========
  0.836000 seconds (1.35 M allocations: 266.722 MiB, 5.00% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.0102     26.2        26.2        0.115       0.0         
2           24.8497     10.8        10.8        0.085       -0.2        
3           14.0186     5.39        5.39        0.0863      -0.6        
4           8.62521     3.01        3.01        0.107       -1.2        
5           5.61383     1.65        1.65        0.169       -2.0        
6           3.96697     0.404       0.404       0.187       -3.1        
7           3.56312     0.018       0.018       0.0558      -4.3        
8           3.54514     1.79e-05    1.79e-05    0.00216     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   3.545121    

        final grad:   3.581447e-06

        final λ: 4.4841551e-08

        time / iter:  90    ms

        total time:   0.81  seconds, of which

        derivs:     0.1 %

        back pass:  67.0%

        fwd pass:   26.3%

        other:      6.5 % (graphics etc.)
 =========== end iLQG ===========
  0.893927 seconds (1.35 M allocations: 266.722 MiB, 3.41% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.642      15.2        15.2        0.0855      0.0         
2           35.3962     9.74        9.74        0.0823      -0.2        
3           25.6515     7.09        7.09        0.105       -0.6        
4           18.5648     4.8         4.8         0.16        -1.2        
5           13.7694     2.4         2.4         0.227       -2.0        
6           11.372      0.627       0.627       0.233       -3.1        
7           10.745      0.0337      0.0337      0.0694      -4.3        
8           10.7113     4.03e-05    4.03e-05    0.00245     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   10.71122    

        final grad:   3.964869e-06

        final λ: 4.4841551e-08

        time / iter:  92    ms

        total time:   0.83  seconds, of which

        derivs:     0.1 %

        back pass:  67.1%

        fwd pass:   28.9%

        other:      3.9 % (graphics etc.)
 =========== end iLQG ===========
  0.925468 seconds (1.35 M allocations: 266.723 MiB, 3.25% gc time)
Running linear demo function for DifferentialDynamicProgramming.jl

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           49.3316     13.8        13.8        0.0813      0.0         
2           35.5392     8.61        8.61        0.0773      -0.2        
3           26.9284     6.45        6.45        0.099       -0.6        
4           20.4758     4.1         4.1         0.149       -1.2        
5           16.3735     1.5         1.5         0.196       -2.0        
6           14.8783     0.223       0.223       0.163       -3.1        
7           14.6555     0.0077      0.0077      0.0513      -4.3        
8           14.6478     7.76e-06    7.76e-06    0.00194     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   14.64778    

        final grad:   3.237175e-06

        final λ: 4.4841551e-08

        time / iter:  124   ms

        total time:   1.11  seconds, of which

        derivs:     0.1 %

        back pass:  72.0%

        fwd pass:   26.1%

        other:      1.8 % (graphics etc.)
 =========== end iLQG ===========
  5.910496 seconds (3.12 M allocations: 353.599 MiB, 7.44% gc time)
Install package Plots.jl (and call using Plots) to plot results in the end of demo_linear
Running linear demo function with KL-divergence constraint for DifferentialDynamicProgramming.jl

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             22.3322       26            17.3          0.123       -1.00       0.0095        1.83        
2             1.28069e+10   -1.28e+10     5.37e+18      1.41e+07    -0.15       1.28e+10      -1.42       
3             4.42424e+07   -4.42e+07     2.1e+15      5.75e+05    -0.07       4.39e+07      0.248       
4             225219        -2.25e+05     9.57e+11      1.95e+04    -0.04       2.17e+05      1.07        
5             1184.11       -1.14e+03     1.26e+09      945         -0.02       975           1.47        
6             10.5919       37.7          7.69e+06      78.6        -0.03       1.46          1.67        
7             123.307       -75           1.29e+08      312         -0.03       80.1          1.57        
8             417.204       -369          4.22e+08      557         -0.03       317           1.52        
9             232.39        -184          2.36e+08      420         -0.03       166           1.55        
10            170.332       -122          1.75e+08      363         -0.03       116           1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            145.148       -96.8         1.5e+08      337         -0.03       96.9          1.57        

SUCCESS: abs(KL-divergence) < kl_step

 iterations:   11 

        final cost:   145.1481    

        final grad:   336.8931    

        final λ: 9.3750325e-01

        time / iter:  297   ms

        total time:   3.27  seconds, of which

        derivs:     0.0 %

        back pass:  68.5%

        fwd pass:   22.1%

        other:      9.4 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 145.1481073547954

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             145.037       0.111         0.0553        0.000151    -1.00       5.58e-05      1.57        
2             2.90811e+55   -2.91e+55     1.05e+60      5.18e+25    -0.15       2.92e+55      -1.16       
3             1.15096e+52   -1.15e+52     1.9e+56      2.01e+24    -0.07       1.17e+52      0.501       
4             3.37113e+43   -3.37e+43     2.88e+47      2.66e+20    -0.04       4.69e+43      1.28        
5             4.71286e+11   -4.71e+11     4.77e+15      2.03e+05    -0.02       4.61e+12      1.55        
6             145.033       0.115         0.095         0.00299     -0.03       9.61e-05      1.57        
7             145.657       -0.509        584           0.574       -0.03       0.564         1.56        
8             12564.7       -1.24e+04     1.85e+08      115         -0.03       1.82e+05      1.56        
9             138.563       6.59          1.43e+05      6.26        -0.03       142           1.56        
10            145.127       0.0214        6.43e+03      1.76        -0.03       6.33          1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            143.3         1.85          2.83e+04      3.27        -0.03       28            1.56        

EXIT: η > ηmax

 iterations:   11 

        final cost:   143.2996    

        final grad:   3.267209    

        final λ: 9.3442150e-01

        time / iter:  160   ms

        total time:   1.76  seconds, of which

        derivs:     0.0 %

        back pass:  55.1%

        fwd pass:   38.3%

        other:      6.6 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 143.2996378785932

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             143.191       0.108         0.0541        0.000122    -1.00       5.46e-05      1.56        
2             1.55674e+56   -1.56e+56     7.17e+60      1.68e+26    -0.15       1.57e+56      -1.15       
3             1.68786e+52   -1.69e+52     2.71e+56      2.71e+24    -0.07       1.72e+52      0.505       
4             3.1857e+43   -3.19e+43     2.94e+47      2.96e+20    -0.04       4.49e+43      1.28        
5             1.39165e+11   -1.39e+11     9.75e+14      8.81e+04    -0.02       9.38e+11      1.55        
6             143.187       0.113         0.0787        0.00117     -0.03       7.96e-05      1.56        
7             143.893       -0.593        27.3          0.12        -0.03       0.0269        1.56        
8             1666.27       -1.52e+03     2.06e+07      39.2        -0.03       2.03e+04      1.55        
9             143.946       -0.647        8e+03      1.58        -0.03       7.93          1.56        
10            145.28        -1.98         3.64e+05      7.52        -0.03       359           1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            142.342       0.958         5.21e+04      3.4         -0.03       51.6          1.56        

EXIT: η > ηmax

 iterations:   11 

        final cost:   142.3417    

        final grad:   3.39533     

        final λ: 9.3196340e-01

        time / iter:  156   ms

        total time:   1.72  seconds, of which

        derivs:     0.0 %

        back pass:  60.1%

        fwd pass:   36.6%

        other:      3.2 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 142.3416956113604

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             142.237       0.104         0.0522        0.000152    -1.00       5.26e-05      1.56        
2             4.33473e+55   -4.33e+55     2.03e+60      1.08e+26    -0.15       4.37e+55      -1.15       
3             2.29364e+52   -2.29e+52     3.65e+56      4.75e+24    -0.07       2.33e+52      0.507       
4             2.92665e+43   -2.93e+43     2.9e+47      3.69e+20    -0.04       4.18e+43      1.28        
5             4.61146e+10   -4.61e+10     2.91e+14      4.56e+04    -0.02       2.79e+11      1.55        
6             142.23        0.112         0.0977        0.0015      -0.03       9.85e-05      1.56        
7             142.844       -0.502        13.9          0.0458      -0.03       0.0138        1.55        
8             467.82        -325          3.21e+06      15.5        -0.03       3.18e+03      1.55        
9             144.594       -2.25         813           0.521       -0.03       0.807         1.55        
10            150.678       -8.34         4.06e+04      2.68        -0.03       40.2          1.55        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            179.865       -37.5         3.5e+05      6.39        -0.03       347           1.55        

EXIT: η > ηmax
┌ Warning: KL divergence too high for some time steps when done
└ @ DifferentialDynamicProgramming ~/.julia/packages/DifferentialDynamicProgramming/DG1NV/src/iLQGkl.jl:248

 iterations:   11 

        final cost:   179.865     

        final grad:   6.38689     

        final λ: 9.3073677e-01

        time / iter:  126   ms

        total time:   1.39  seconds, of which

        derivs:     0.0 %

        back pass:  53.7%

        fwd pass:   42.0%

        other:      4.4 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 179.8649740066802

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             179.749       0.116         0.0578        0.000165    -1.00       5.82e-05      1.55        
2             4.79408e+56   -4.79e+56     1.98e+61      2.05e+26    -0.15       4.84e+56      -1.15       
3             3.109e+52   -3.11e+52     4.99e+56      4.39e+24    -0.07       3.17e+52      0.509       
4             2.60718e+43   -2.61e+43     2.8e+47      3.42e+20    -0.04       3.77e+43      1.29        
5             1.48368e+10   -1.48e+10     9.3e+13      2.28e+04    -0.02       8.9e+10      1.54        
6             179.709       0.156         0.33          0.00264     -0.03       0.00033       1.55        
7             179.366       0.499         55.2          0.0431      -0.03       0.0549        1.55        
8             363.425       -184          7.17e+05      5.69        -0.03       708           1.55        
9             180.244       -0.379        530           0.222       -0.03       0.526         1.55        
10            190.819       -11           8.04e+03      0.95        -0.03       7.96          1.55        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            220.85        -41           7.1e+04      2.28        -0.03       70.2          1.55        

EXIT: η > ηmax

 iterations:   11 

        final cost:   220.8503    

        final grad:   2.281649    

        final λ: 9.2951176e-01

        time / iter:  127   ms

        total time:   1.39  seconds, of which

        derivs:     0.0 %

        back pass:  54.0%

        fwd pass:   43.6%

        other:      2.4 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 220.85032087779095
 17.762983 seconds (22.20 M allocations: 3.498 GiB, 6.29% gc time)
Install package Plots.jl (and call using Plots) to plot results in the end of demo_linear
Entering iLQG function

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           33409.7     2.21e+03    3.57e+03    2.35        0.0         
2           31195       705         1.57e+03    0.7         -0.2        
3           30489.9     537         1.82e+03    0.719       -0.6        
4           29952.6     13.9        479         0.406       -1.2        
5           29938.7     224         896         0.427       -2.0        
6           29714.5     257         260         0.254       -3.1        
7           29457.7     10.2        86.3        0.159       -4.3        
8           29447.5     79.8        90.3        0.16        -5.7        
9           29367.7     18.1        20.4        0.0844      -7.3        
10          29349.5     4.78        5.23        0.0469      -9.2        
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
11          29344.8     0.633       1.81        0.027       -11.2       
12          29344.1     1.25        1.62        0.0218      -13.5       
13          29342.9     1.38        2.12        0.0204      -15.9       
14          29341.5     0.221       0.471       0.0109      -18.6       
15          29341.3     0.0322      0.111       0.00601     -21.4       
16          29341.2     0.0121      0.0284      0.00338     -24.5       
17          29341.2     0.0289      0.00881     0.00194     -27.8       
18          29341.2     0.146       0.00967     0.00162     -31.2       
19          NO STEP     -8.15e-05   4.49e-05    0.00151     -6.0        
20          NO STEP     -8.15e-05   4.49e-05    0.00151     -5.8        
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
21          NO STEP     -8.15e-05   4.49e-05    0.00151     -5.4        
22          NO STEP     -8.15e-05   4.49e-05    0.00151     -4.8        
23          NO STEP     -8.15e-05   4.49e-05    0.00151     -4.0        
24          NO STEP     -8.15e-05   4.49e-05    0.00151     -2.9        
25          NO STEP     -8.15e-05   4.49e-05    0.00151     -1.7        
26          NO STEP     -8.15e-05   4.49e-05    0.00151     -0.3        
27          NO STEP     -8.1e-05   4.49e-05    0.00151     1.3         
28          NO STEP     -6.37e-05   4.28e-05    0.00142     3.2         
29          29341       0.0181      0.00494     0.000294    3.2         
30          29341       0.0108      0.00163     0.000587    3.0         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
31          29341       0.0124      0.00142     0.000705    2.6         
32          NO STEP     -1.52e-05   4.11e-06    0.000713    1.3         
33          NO STEP     -3.25e-05   8.4e-06    0.00108     1.6         
34          NO STEP     -2.93e-05   7.42e-06    0.000994    2.0         
35          NO STEP     -1.52e-05   4.11e-06    0.000713    2.6         
36          29341       0.000673    0.00041     0.000329    2.6         
37          NO STEP     -4.48e-06   1.01e-06    0.000377    2.2         
38          NO STEP     -1.02e-05   1.94e-06    0.000507    2.4         
39          NO STEP     -4.48e-06   1.01e-06    0.000377    2.8         
40          NO STEP     -6.87e-07   2.39e-07    0.000187    3.4         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
41          NO STEP     -7.03e-08   2.96e-08    5.16e-05    4.2         
42          NO STEP     -1.2e-09   2.86e-09    8.09e-06    5.2         
43          29341       5.78e-07    3.77e-07    7.76e-07    5.2         
44          29341       5.64e-07    6e-07    1.24e-06    5.0         
45          NO STEP     -2.04e-10   1.02e-09    3.16e-06    4.2         
46          NO STEP     -2.87e-09   2.84e-09    8.08e-06    4.4         
47          NO STEP     -9.53e-10   1.69e-09    5.06e-06    4.8         
48          29341       1.43e-07    9.56e-07    1.98e-06    4.8         
49          NO STEP     -7.64e-10   1.01e-09    3.16e-06    4.4         
50          NO STEP     -1.78e-09   1.68e-09    5.05e-06    4.6         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
51          NO STEP     -7.64e-10   1.01e-09    3.16e-06    5.0         
52          NO STEP     -1.2e-10   3.82e-10    1.23e-06    5.6         
53          29341       4e-11    3.99e-10    3.01e-07    5.6         

SUCCESS: cost change < tol_fun

 iterations:   53 

        final cost:   29341       

        final grad:   3.014034e-07

        final λ: 2.6959947e+05

        time / iter:  609   ms

        total time:   32.29 seconds, of which

        derivs:     45.3%

        back pass:  36.9%

        fwd pass:   17.4%

        other:      0.5 % (graphics etc.)
 =========== end iLQG ===========
Install package Plots.jl (and call using Plots) to plot results in the end of demo_pendcart
Done
==========
Starting box-QP, dimension 500, initial value: 66427.406   
RESULT: Gradient norm smaller than tolerance.
iterations 15  gradient 2.39487e-12  final value -31.2095      factorizations 14
  2.634966 seconds (1.72 k allocations: 78.097 MiB, 6.56% gc time)
   Testing DifferentialDynamicProgramming tests passed 

Results with Julia v1.3.1-pre-7704df0a5a

Testing was successful. Last evaluation was ago and took 2 minutes, 59 seconds.

Click here to download the log file.

 Resolving package versions...
 Installed RecipesBase ──────────────────── v0.7.0
 Installed LinearTimeVaryingModelsBase ──── v0.2.1
 Installed Requires ─────────────────────── v0.5.2
 Installed DifferentialDynamicProgramming ─ v0.4.0
 Installed ValueHistories ───────────────── v0.5.1
 Installed OrderedCollections ───────────── v1.1.0
 Installed Parameters ───────────────────── v0.12.0
 Installed DataStructures ───────────────── v0.17.6
  Updating `~/.julia/environments/v1.3/Project.toml`
  [9cd584b6] + DifferentialDynamicProgramming v0.4.0
  Updating `~/.julia/environments/v1.3/Manifest.toml`
  [864edb3b] + DataStructures v0.17.6
  [9cd584b6] + DifferentialDynamicProgramming v0.4.0
  [5e7a79f3] + LinearTimeVaryingModelsBase v0.2.1
  [bac558e1] + OrderedCollections v1.1.0
  [d96e819e] + Parameters v0.12.0
  [3cdcf5f2] + RecipesBase v0.7.0
  [ae029012] + Requires v0.5.2
  [98cad3c8] + ValueHistories v0.5.1
  [2a0f44e3] + Base64 
  [8ba89e20] + Distributed 
  [b77e0a4c] + InteractiveUtils 
  [8f399da3] + Libdl 
  [37e2e46d] + LinearAlgebra 
  [56ddb016] + Logging 
  [d6f4376e] + Markdown 
  [de0858da] + Printf 
  [9a3f8284] + Random 
  [9e88b42a] + Serialization 
  [6462fe0b] + Sockets 
  [2f01184e] + SparseArrays 
  [10745b16] + Statistics 
  [8dfed614] + Test 
  [4ec0a83e] + Unicode 
   Testing DifferentialDynamicProgramming
    Status `/tmp/jl_4Ft8gG/Manifest.toml`
  [864edb3b] DataStructures v0.17.6
  [9cd584b6] DifferentialDynamicProgramming v0.4.0
  [5e7a79f3] LinearTimeVaryingModelsBase v0.2.1
  [bac558e1] OrderedCollections v1.1.0
  [d96e819e] Parameters v0.12.0
  [3cdcf5f2] RecipesBase v0.7.0
  [ae029012] Requires v0.5.2
  [98cad3c8] ValueHistories v0.5.1
  [2a0f44e3] Base64  [`@stdlib/Base64`]
  [8ba89e20] Distributed  [`@stdlib/Distributed`]
  [b77e0a4c] InteractiveUtils  [`@stdlib/InteractiveUtils`]
  [8f399da3] Libdl  [`@stdlib/Libdl`]
  [37e2e46d] LinearAlgebra  [`@stdlib/LinearAlgebra`]
  [56ddb016] Logging  [`@stdlib/Logging`]
  [d6f4376e] Markdown  [`@stdlib/Markdown`]
  [de0858da] Printf  [`@stdlib/Printf`]
  [9a3f8284] Random  [`@stdlib/Random`]
  [9e88b42a] Serialization  [`@stdlib/Serialization`]
  [6462fe0b] Sockets  [`@stdlib/Sockets`]
  [2f01184e] SparseArrays  [`@stdlib/SparseArrays`]
  [10745b16] Statistics  [`@stdlib/Statistics`]
  [8dfed614] Test  [`@stdlib/Test`]
  [4ec0a83e] Unicode  [`@stdlib/Unicode`]
[ Info: Compile time is high for this package, this is expected and is not an error.

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.1247     17.6        17.6        0.0911      0.0         
2           32.5587     12          12          0.0906      -0.2        
3           20.5755     8.6         8.6         0.113       -0.6        
4           11.9772     4.61        4.61        0.144       -1.2        
5           7.36242     1.78        1.78        0.168       -2.0        
6           5.58242     0.428       0.428       0.219       -3.1        
7           5.15461     0.0223      0.0223      0.0703      -4.3        
8           5.13227     2.27e-05    2.27e-05    0.00245     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.132252    

        final grad:   3.874959e-06

        final λ: 4.4841551e-08

        time / iter:  302   ms

        total time:   2.72  seconds, of which

        derivs:     0.0 %

        back pass:  37.5%

        fwd pass:   7.5 %

        other:      54.9% (graphics etc.)
 =========== end iLQG ===========
 17.329611 seconds (16.50 M allocations: 991.600 MiB, 4.31% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.0885     20.8        20.8        0.107       0.0         
2           29.2398     9.11        9.11        0.0838      -0.2        
3           20.1308     4.63        4.63        0.082       -0.6        
4           15.5039     3.22        3.22        0.118       -1.2        
5           12.2853     1.77        1.77        0.214       -2.0        
6           10.5119     0.363       0.363       0.211       -3.1        
7           10.1489     0.0144      0.0144      0.0593      -4.3        
8           10.1345     1.31e-05    1.31e-05    0.00201     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   10.13451    

        final grad:   3.248093e-06

        final λ: 4.4841551e-08

        time / iter:  106   ms

        total time:   0.95  seconds, of which

        derivs:     0.2 %

        back pass:  65.8%

        fwd pass:   29.7%

        other:      4.3 % (graphics etc.)
 =========== end iLQG ===========
  1.006627 seconds (1.35 M allocations: 266.722 MiB, 7.94% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.0601     21.5        21.5        0.109       0.0         
2           29.5361     10.6        10.6        0.0916      -0.2        
3           18.8912     6.07        6.07        0.0966      -0.6        
4           12.8247     4.26        4.26        0.134       -1.2        
5           8.56329     2.68        2.68        0.251       -2.0        
6           5.87883     0.587       0.587       0.254       -3.1        
7           5.29149     0.0186      0.0186      0.0679      -4.3        
8           5.27286     1.28e-05    1.28e-05    0.00229     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.272849    

        final grad:   3.49079e-06

        final λ: 4.4841551e-08

        time / iter:  77    ms

        total time:   0.69  seconds, of which

        derivs:     0.2 %

        back pass:  66.9%

        fwd pass:   26.0%

        other:      6.9 % (graphics etc.)
 =========== end iLQG ===========
  0.820973 seconds (1.35 M allocations: 266.722 MiB, 4.06% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.2998     20.4        20.4        0.101       0.0         
2           29.8672     10.5        10.5        0.0849      -0.2        
3           19.4016     7.13        7.13        0.102       -0.6        
4           12.2673     4.63        4.63        0.136       -1.2        
5           7.64203     2.03        2.03        0.183       -2.0        
6           5.61641     0.353       0.353       0.182       -3.1        
7           5.26311     0.0122      0.0122      0.0591      -4.3        
8           5.25088     9.73e-06    9.73e-06    0.00208     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.250866    

        final grad:   3.203902e-06

        final λ: 4.4841551e-08

        time / iter:  78    ms

        total time:   0.71  seconds, of which

        derivs:     0.1 %

        back pass:  66.2%

        fwd pass:   28.9%

        other:      4.7 % (graphics etc.)
 =========== end iLQG ===========
  0.766293 seconds (1.35 M allocations: 266.722 MiB, 5.11% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           49.7243     26.2        26.2        0.113       0.0         
2           23.4751     8.95        8.95        0.0763      -0.2        
3           14.5222     3.04        3.04        0.0648      -0.6        
4           11.4817     1.14        1.14        0.0717      -1.2        
5           10.3406     0.748       0.748       0.13        -2.0        
6           9.59252     0.308       0.308       0.184       -3.1        
7           9.28464     0.018       0.018       0.055       -4.3        
8           9.26669     1.85e-05    1.85e-05    0.00208     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   9.266675    

        final grad:   3.309447e-06

        final λ: 4.4841551e-08

        time / iter:  70    ms

        total time:   0.63  seconds, of which

        derivs:     0.2 %

        back pass:  66.5%

        fwd pass:   27.5%

        other:      5.8 % (graphics etc.)
 =========== end iLQG ===========
  0.699264 seconds (1.35 M allocations: 266.722 MiB, 4.55% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.6086     26.8        26.8        0.116       0.0         
2           23.799      11.6        11.6        0.0886      -0.2        
3           12.1548     4.97        4.97        0.0778      -0.6        
4           7.18008     2.4         2.4         0.0833      -1.2        
5           4.77537     1.18        1.18        0.135       -2.0        
6           3.59532     0.237       0.237       0.167       -3.1        
7           3.35866     0.0103      0.0103      0.0556      -4.3        
8           3.34832     1.16e-05    1.16e-05    0.00203     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   3.348307    

        final grad:   3.361818e-06

        final λ: 4.4841551e-08

        time / iter:  77    ms

        total time:   0.69  seconds, of which

        derivs:     0.2 %

        back pass:  70.2%

        fwd pass:   24.4%

        other:      5.2 % (graphics etc.)
 =========== end iLQG ===========
  0.810153 seconds (1.35 M allocations: 266.722 MiB, 8.40% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           48.8912     22          22          0.103       0.0         
2           26.9357     11.1        11.1        0.0851      -0.2        
3           15.8772     6.43        6.43        0.0924      -0.6        
4           9.45055     3.98        3.98        0.119       -1.2        
5           5.46989     2.52        2.52        0.172       -2.0        
6           2.95429     0.949       0.949       0.205       -3.1        
7           2.0054      0.0605      0.0605      0.0776      -4.3        
8           1.94491     6.9e-05    6.9e-05    0.00298     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   1.944839    

        final grad:   4.641227e-06

        final λ: 4.4841551e-08

        time / iter:  67    ms

        total time:   0.60  seconds, of which

        derivs:     0.2 %

        back pass:  63.3%

        fwd pass:   29.4%

        other:      7.1 % (graphics etc.)
 =========== end iLQG ===========
  0.715190 seconds (1.35 M allocations: 266.722 MiB, 4.19% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.6099     26.7        26.7        0.106       0.0         
2           24.8642     11.5        11.5        0.0823      -0.2        
3           13.3665     4.88        4.88        0.076       -0.6        
4           8.48701     2.25        2.25        0.0841      -1.2        
5           6.23922     0.851       0.851       0.143       -2.0        
6           5.38792     0.111       0.111       0.132       -3.1        
7           5.27669     0.00519     0.00519     0.0456      -4.3        
8           5.27149     6.93e-06    6.93e-06    0.00189     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   5.271487    

        final grad:   3.213114e-06

        final λ: 4.4841551e-08

        time / iter:  68    ms

        total time:   0.61  seconds, of which

        derivs:     0.2 %

        back pass:  63.3%

        fwd pass:   30.5%

        other:      6.0 % (graphics etc.)
 =========== end iLQG ===========
  0.698113 seconds (1.35 M allocations: 266.722 MiB, 4.76% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           51.0102     26.2        26.2        0.115       0.0         
2           24.8497     10.8        10.8        0.085       -0.2        
3           14.0186     5.39        5.39        0.0863      -0.6        
4           8.62521     3.01        3.01        0.107       -1.2        
5           5.61383     1.65        1.65        0.169       -2.0        
6           3.96697     0.404       0.404       0.187       -3.1        
7           3.56312     0.018       0.018       0.0558      -4.3        
8           3.54514     1.79e-05    1.79e-05    0.00216     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   3.545121    

        final grad:   3.581447e-06

        final λ: 4.4841551e-08

        time / iter:  69    ms

        total time:   0.62  seconds, of which

        derivs:     0.2 %

        back pass:  63.7%

        fwd pass:   29.1%

        other:      7.0 % (graphics etc.)
 =========== end iLQG ===========
  0.725521 seconds (1.35 M allocations: 266.723 MiB, 4.75% gc time)

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           50.642      15.2        15.2        0.0855      0.0         
2           35.3962     9.74        9.74        0.0823      -0.2        
3           25.6515     7.09        7.09        0.105       -0.6        
4           18.5648     4.8         4.8         0.16        -1.2        
5           13.7694     2.4         2.4         0.227       -2.0        
6           11.372      0.627       0.627       0.233       -3.1        
7           10.745      0.0337      0.0337      0.0694      -4.3        
8           10.7113     4.03e-05    4.03e-05    0.00245     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   10.71122    

        final grad:   3.964869e-06

        final λ: 4.4841551e-08

        time / iter:  75    ms

        total time:   0.67  seconds, of which

        derivs:     0.1 %

        back pass:  71.5%

        fwd pass:   26.0%

        other:      2.4 % (graphics etc.)
 =========== end iLQG ===========
  0.762954 seconds (1.35 M allocations: 266.723 MiB, 3.89% gc time)
Running linear demo function for DifferentialDynamicProgramming.jl

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           49.3316     13.8        13.8        0.0813      0.0         
2           35.5392     8.61        8.61        0.0773      -0.2        
3           26.9284     6.45        6.45        0.099       -0.6        
4           20.4758     4.1         4.1         0.149       -1.2        
5           16.3735     1.5         1.5         0.196       -2.0        
6           14.8783     0.223       0.223       0.163       -3.1        
7           14.6555     0.0077      0.0077      0.0513      -4.3        
8           14.6478     7.76e-06    7.76e-06    0.00194     -5.7        

SUCCESS: gradient norm < tol_grad

 iterations:   9  

        final cost:   14.64778    

        final grad:   3.237175e-06

        final λ: 4.4841551e-08

        time / iter:  74    ms

        total time:   0.66  seconds, of which

        derivs:     0.2 %

        back pass:  68.9%

        fwd pass:   25.7%

        other:      5.3 % (graphics etc.)
 =========== end iLQG ===========
  5.519023 seconds (3.12 M allocations: 353.599 MiB, 2.03% gc time)
Install package Plots.jl (and call using Plots) to plot results in the end of demo_linear
Running linear demo function with KL-divergence constraint for DifferentialDynamicProgramming.jl

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             22.3322       26            17.3          0.123       -1.00       0.0095        1.83        
2             1.28069e+10   -1.28e+10     5.37e+18      1.41e+07    -0.15       1.28e+10      -1.42       
3             4.42424e+07   -4.42e+07     2.1e+15      5.75e+05    -0.07       4.39e+07      0.248       
4             225219        -2.25e+05     9.57e+11      1.95e+04    -0.04       2.17e+05      1.07        
5             1184.11       -1.14e+03     1.26e+09      945         -0.02       975           1.47        
6             10.5919       37.7          7.69e+06      78.6        -0.03       1.46          1.67        
7             123.307       -75           1.29e+08      312         -0.03       80.1          1.57        
8             417.204       -369          4.22e+08      557         -0.03       317           1.52        
9             232.39        -184          2.36e+08      420         -0.03       166           1.55        
10            170.332       -122          1.75e+08      363         -0.03       116           1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            145.148       -96.8         1.5e+08      337         -0.03       96.9          1.57        

SUCCESS: abs(KL-divergence) < kl_step

 iterations:   11 

        final cost:   145.1481    

        final grad:   336.8931    

        final λ: 9.3750325e-01

        time / iter:  306   ms

        total time:   3.37  seconds, of which

        derivs:     0.0 %

        back pass:  67.0%

        fwd pass:   22.5%

        other:      10.5% (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 145.1481073547954

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             145.037       0.111         0.0553        0.000151    -1.00       5.58e-05      1.57        
2             2.90811e+55   -2.91e+55     1.05e+60      5.18e+25    -0.15       2.92e+55      -1.16       
3             1.15096e+52   -1.15e+52     1.9e+56      2.01e+24    -0.07       1.17e+52      0.501       
4             3.37113e+43   -3.37e+43     2.88e+47      2.66e+20    -0.04       4.69e+43      1.28        
5             4.71286e+11   -4.71e+11     4.77e+15      2.03e+05    -0.02       4.61e+12      1.55        
6             145.033       0.115         0.095         0.00299     -0.03       9.61e-05      1.57        
7             145.657       -0.509        584           0.574       -0.03       0.564         1.56        
8             12564.7       -1.24e+04     1.85e+08      115         -0.03       1.82e+05      1.56        
9             138.563       6.59          1.43e+05      6.26        -0.03       142           1.56        
10            145.127       0.0214        6.43e+03      1.76        -0.03       6.33          1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            143.3         1.85          2.83e+04      3.27        -0.03       28            1.56        

EXIT: η > ηmax

 iterations:   11 

        final cost:   143.2996    

        final grad:   3.267209    

        final λ: 9.3442150e-01

        time / iter:  129   ms

        total time:   1.42  seconds, of which

        derivs:     0.0 %

        back pass:  47.2%

        fwd pass:   42.6%

        other:      10.2% (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 143.2996378785932

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             143.191       0.108         0.0541        0.000122    -1.00       5.46e-05      1.56        
2             1.55674e+56   -1.56e+56     7.17e+60      1.68e+26    -0.15       1.57e+56      -1.15       
3             1.68786e+52   -1.69e+52     2.71e+56      2.71e+24    -0.07       1.72e+52      0.505       
4             3.1857e+43   -3.19e+43     2.94e+47      2.96e+20    -0.04       4.49e+43      1.28        
5             1.39165e+11   -1.39e+11     9.75e+14      8.81e+04    -0.02       9.38e+11      1.55        
6             143.187       0.113         0.0787        0.00117     -0.03       7.96e-05      1.56        
7             143.893       -0.593        27.3          0.12        -0.03       0.0269        1.56        
8             1666.27       -1.52e+03     2.06e+07      39.2        -0.03       2.03e+04      1.55        
9             143.946       -0.647        8e+03      1.58        -0.03       7.93          1.56        
10            145.28        -1.98         3.64e+05      7.52        -0.03       359           1.56        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            142.342       0.958         5.21e+04      3.4         -0.03       51.6          1.56        

EXIT: η > ηmax

 iterations:   11 

        final cost:   142.3417    

        final grad:   3.39533     

        final λ: 9.3196340e-01

        time / iter:  147   ms

        total time:   1.62  seconds, of which

        derivs:     0.0 %

        back pass:  50.2%

        fwd pass:   44.0%

        other:      5.8 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 142.3416956113604

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             142.237       0.104         0.0522        0.000152    -1.00       5.26e-05      1.56        
2             4.33473e+55   -4.33e+55     2.03e+60      1.08e+26    -0.15       4.37e+55      -1.15       
3             2.29364e+52   -2.29e+52     3.65e+56      4.75e+24    -0.07       2.33e+52      0.507       
4             2.92665e+43   -2.93e+43     2.9e+47      3.69e+20    -0.04       4.18e+43      1.28        
5             4.61146e+10   -4.61e+10     2.91e+14      4.56e+04    -0.02       2.79e+11      1.55        
6             142.23        0.112         0.0977        0.0015      -0.03       9.85e-05      1.56        
7             142.844       -0.502        13.9          0.0458      -0.03       0.0138        1.55        
8             467.82        -325          3.21e+06      15.5        -0.03       3.18e+03      1.55        
9             144.594       -2.25         813           0.521       -0.03       0.807         1.55        
10            150.678       -8.34         4.06e+04      2.68        -0.03       40.2          1.55        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            179.865       -37.5         3.5e+05      6.39        -0.03       347           1.55        

EXIT: η > ηmax
┌ Warning: KL divergence too high for some time steps when done
└ @ DifferentialDynamicProgramming ~/.julia/packages/DifferentialDynamicProgramming/DG1NV/src/iLQGkl.jl:248

 iterations:   11 

        final cost:   179.865     

        final grad:   6.38689     

        final λ: 9.3073677e-01

        time / iter:  115   ms

        total time:   1.27  seconds, of which

        derivs:     0.0 %

        back pass:  49.4%

        fwd pass:   45.2%

        other:      5.5 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 179.8649740066802

---------- begin iLQG ----------
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
1             179.749       0.116         0.0578        0.000165    -1.00       5.82e-05      1.55        
2             4.79408e+56   -4.79e+56     1.98e+61      2.05e+26    -0.15       4.84e+56      -1.15       
3             3.109e+52   -3.11e+52     4.99e+56      4.39e+24    -0.07       3.17e+52      0.509       
4             2.60718e+43   -2.61e+43     2.8e+47      3.42e+20    -0.04       3.77e+43      1.29        
5             1.48368e+10   -1.48e+10     9.3e+13      2.28e+04    -0.02       8.9e+10      1.54        
6             179.709       0.156         0.33          0.00264     -0.03       0.00033       1.55        
7             179.366       0.499         55.2          0.0431      -0.03       0.0549        1.55        
8             363.425       -184          7.17e+05      5.69        -0.03       708           1.55        
9             180.244       -0.379        530           0.222       -0.03       0.526         1.55        
10            190.819       -11           8.04e+03      0.95        -0.03       7.96          1.55        
iteration     est. cost    reduction     expected    gradient    log10(η)    divergence      entropy
11            220.85        -41           7.1e+04      2.28        -0.03       70.2          1.55        

EXIT: η > ηmax

 iterations:   11 

        final cost:   220.8503    

        final grad:   2.281649    

        final λ: 9.2951176e-01

        time / iter:  115   ms

        total time:   1.26  seconds, of which

        derivs:     0.0 %

        back pass:  51.2%

        fwd pass:   43.8%

        other:      5.0 % (graphics etc.)
 =========== end iLQG ===========
Outer loop: Cost = 220.85032087779095
 18.132071 seconds (22.29 M allocations: 3.500 GiB, 5.61% gc time)
Install package Plots.jl (and call using Plots) to plot results in the end of demo_linear
Entering iLQG function

---------- begin iLQG ----------
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
1           33409.7     2.21e+03    3.57e+03    2.35        0.0         
2           31195       705         1.57e+03    0.7         -0.2        
3           30489.9     537         1.82e+03    0.719       -0.6        
4           29952.6     13.9        479         0.406       -1.2        
5           29938.7     224         896         0.427       -2.0        
6           29714.5     257         260         0.254       -3.1        
7           29457.7     10.2        86.3        0.159       -4.3        
8           29447.5     79.8        90.3        0.16        -5.7        
9           29367.7     18.1        20.4        0.0844      -7.3        
10          29349.5     4.78        5.23        0.0469      -9.2        
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
11          29344.8     0.633       1.81        0.027       -11.2       
12          29344.1     1.25        1.62        0.0218      -13.5       
13          29342.9     1.38        2.12        0.0204      -15.9       
14          29341.5     0.221       0.471       0.0109      -18.6       
15          29341.3     0.0322      0.111       0.00601     -21.4       
16          29341.2     0.0121      0.0284      0.00338     -24.5       
17          29341.2     0.0289      0.00881     0.00194     -27.8       
18          29341.2     0.146       0.00967     0.00162     -31.2       
19          NO STEP     -8.15e-05   4.49e-05    0.00151     -6.0        
20          NO STEP     -8.15e-05   4.49e-05    0.00151     -5.8        
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
21          NO STEP     -8.15e-05   4.49e-05    0.00151     -5.4        
22          NO STEP     -8.15e-05   4.49e-05    0.00151     -4.8        
23          NO STEP     -8.15e-05   4.49e-05    0.00151     -4.0        
24          NO STEP     -8.15e-05   4.49e-05    0.00151     -2.9        
25          NO STEP     -8.15e-05   4.49e-05    0.00151     -1.7        
26          NO STEP     -8.15e-05   4.49e-05    0.00151     -0.3        
27          NO STEP     -8.1e-05   4.49e-05    0.00151     1.3         
28          NO STEP     -6.37e-05   4.28e-05    0.00142     3.2         
29          29341       0.0181      0.00494     0.000294    3.2         
30          29341       0.0108      0.00163     0.000587    3.0         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
31          29341       0.0124      0.00142     0.000705    2.6         
32          NO STEP     -1.52e-05   4.11e-06    0.000713    1.3         
33          NO STEP     -3.25e-05   8.4e-06    0.00108     1.6         
34          NO STEP     -2.93e-05   7.42e-06    0.000994    2.0         
35          NO STEP     -1.52e-05   4.11e-06    0.000713    2.6         
36          29341       0.000673    0.00041     0.000329    2.6         
37          NO STEP     -4.48e-06   1.01e-06    0.000377    2.2         
38          NO STEP     -1.02e-05   1.94e-06    0.000507    2.4         
39          NO STEP     -4.48e-06   1.01e-06    0.000377    2.8         
40          NO STEP     -6.87e-07   2.39e-07    0.000187    3.4         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
41          NO STEP     -7.03e-08   2.96e-08    5.16e-05    4.2         
42          NO STEP     -1.2e-09   2.86e-09    8.09e-06    5.2         
43          29341       5.78e-07    3.77e-07    7.76e-07    5.2         
44          29341       5.64e-07    6e-07    1.24e-06    5.0         
45          NO STEP     -2.04e-10   1.02e-09    3.16e-06    4.2         
46          NO STEP     -2.87e-09   2.84e-09    8.08e-06    4.4         
47          NO STEP     -9.53e-10   1.69e-09    5.06e-06    4.8         
48          29341       1.43e-07    9.56e-07    1.98e-06    4.8         
49          NO STEP     -7.64e-10   1.01e-09    3.16e-06    4.4         
50          NO STEP     -1.78e-09   1.68e-09    5.05e-06    4.6         
iteration     cost    reduction     expected    gradient    log10(λ)    η    divergence
51          NO STEP     -7.64e-10   1.01e-09    3.16e-06    5.0         
52          NO STEP     -1.2e-10   3.82e-10    1.23e-06    5.6         
53          29341       4e-11    3.99e-10    3.01e-07    5.6         

SUCCESS: cost change < tol_fun

 iterations:   53 

        final cost:   29341       

        final grad:   3.014034e-07

        final λ: 2.6959947e+05

        time / iter:  560   ms

        total time:   29.67 seconds, of which

        derivs:     44.1%

        back pass:  38.1%

        fwd pass:   17.2%

        other:      0.5 % (graphics etc.)
 =========== end iLQG ===========
Install package Plots.jl (and call using Plots) to plot results in the end of demo_pendcart
Done
==========
Starting box-QP, dimension 500, initial value: 66427.406   
RESULT: Gradient norm smaller than tolerance.
iterations 15  gradient 2.39487e-12  final value -31.2095      factorizations 14
  1.574867 seconds (1.72 k allocations: 78.097 MiB, 4.52% gc time)
   Testing DifferentialDynamicProgramming tests passed